CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 1.3171 1.3187 0.0016 0.1% 1.3073
High 1.3248 1.3222 -0.0026 -0.2% 1.3098
Low 1.3165 1.3040 -0.0125 -0.9% 1.2959
Close 1.3217 1.3061 -0.0156 -1.2% 1.3033
Range 0.0083 0.0182 0.0099 119.3% 0.0139
ATR 0.0104 0.0109 0.0006 5.4% 0.0000
Volume 198,603 440,047 241,444 121.6% 1,184,107
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 1.3654 1.3539 1.3161
R3 1.3472 1.3357 1.3111
R2 1.3290 1.3290 1.3094
R1 1.3175 1.3175 1.3078 1.3142
PP 1.3108 1.3108 1.3108 1.3091
S1 1.2993 1.2993 1.3044 1.2960
S2 1.2926 1.2926 1.3028
S3 1.2744 1.2811 1.3011
S4 1.2562 1.2629 1.2961
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3447 1.3379 1.3109
R3 1.3308 1.3240 1.3071
R2 1.3169 1.3169 1.3058
R1 1.3101 1.3101 1.3046 1.3066
PP 1.3030 1.3030 1.3030 1.3012
S1 1.2962 1.2962 1.3020 1.2927
S2 1.2891 1.2891 1.3008
S3 1.2752 1.2823 1.2995
S4 1.2613 1.2684 1.2957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3248 1.2994 0.0254 1.9% 0.0109 0.8% 26% False False 268,762
10 1.3248 1.2959 0.0289 2.2% 0.0100 0.8% 35% False False 253,614
20 1.3248 1.2907 0.0341 2.6% 0.0105 0.8% 45% False False 256,770
40 1.3248 1.2751 0.0497 3.8% 0.0112 0.9% 62% False False 241,315
60 1.3605 1.2751 0.0854 6.5% 0.0112 0.9% 36% False False 161,646
80 1.3731 1.2751 0.0980 7.5% 0.0108 0.8% 32% False False 121,321
100 1.3731 1.2751 0.0980 7.5% 0.0100 0.8% 32% False False 97,077
120 1.3731 1.2711 0.1020 7.8% 0.0091 0.7% 34% False False 80,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3996
2.618 1.3698
1.618 1.3516
1.000 1.3404
0.618 1.3334
HIGH 1.3222
0.618 1.3152
0.500 1.3131
0.382 1.3110
LOW 1.3040
0.618 1.2928
1.000 1.2858
1.618 1.2746
2.618 1.2564
4.250 1.2267
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 1.3131 1.3144
PP 1.3108 1.3116
S1 1.3084 1.3089

These figures are updated between 7pm and 10pm EST after a trading day.

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